Variational inference of linear regression with nonzero prior means

DOI10.1080/03610918.2014.895835zbMATH Open1347.62130OpenAlexW2314788919MaRDI QIDQ2820992FDOQ2820992

Authors: Z.-J. Dong, Zhongming Wang 

Publication date: 16 September 2016

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.895835

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zbMATH Keywords

linear regressionvariational inferencenonzero prior means

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cites Work

• The Bayesian Lasso
• Pattern recognition and machine learning.
• On Information and Sufficiency
• Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies
• An introduction to variational methods for graphical models
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model

Cited In (3)

• Fixed-form variational posterior approximation through stochastic linear regression
• Variational approximation for heteroscedastic linear models and matching pursuit algorithms
• Variational Bayesian Inference for Parametric and Nonparametric Regression With Missing Data

Uses Software

• PRMLT

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